The following pages link to Bootstraps for time series (Q1872593):
Displaying 50 items.
- Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (Q513556) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Dynamic GSCA (generalized structured component analysis) with applications to the analysis of effective connectivity in functional neuroimaging data (Q692423) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Sieve bootstrap for time series (Q1363399) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Using labeled data to evaluate change detectors in a multivariate streaming environment (Q1957692) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies (Q2226924) (← links)
- On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19 (Q2239910) (← links)
- Resampling DEA estimates of investment fund performance (Q2253401) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- Resampling Methods for Time Series Level Crossings (Q2873926) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Robust estimation of a time series model with structural change (Q3087823) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Bootstrap procedures in a spatial-temporal model (Q3589978) (← links)
- Evaluation of Linear Trend Tests Using Resampling Techniques (Q3625316) (← links)
- (Q4305260) (← links)
